Tsay, Ruey S. ,

Analysis of financial time series / Ruey S. Tsay. - 2nd ed. - xxi, 605 pages : illustrations ; 25 cm. - Wiley series in probability and statistics .

0471690740 9780471690740


Time-series analysis.
Econometrics.
Risk management.

HA30.3 / .T72 2005